+190.5%
USO vs IOT
+55.2%
+135.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.7% | +6.4% | +2.8% |
| 7D | +6.2% | +5.1% | +1.2% | +6.1% |
| 30D | +19.1% | -3.0% | +22.1% | +19.1% |
| 3M | +14.2% | +15.0% | -0.7% | +13.5% |
| 6M | +43.7% | +13.1% | +30.6% | +42.8% |
| YTD | +116.8% | +9.0% | +107.8% | +114.9% |
| 1Y | +104.3% | +0.1% | +104.2% | +102.9% |
| 3Y | +91.5% | +26.4% | +65.1% | +88.9% |
| All | +190.5% | +55.2% | +135.3% | +180.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IOT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling